Thanks so much everyone for all the helpful advice. The day was exhausting, but also hilarious and fun.
First, re. the goodie bags. Pretty much everyone thought they were great, if a little cheesy. "Dude, this is awesome! I haven't had a goodie bag since I was 10!"
Second, re. the gifts. Well... apparently it's useless to tell your friends not to spoil your kid with gifts. Everyone brought one. One friend who couldn't make it sent a gift with a mutual friend. And cards have been arriving in the mail all week. Since each gift was given with the request "I'd like to see her open it", we opted for a little gift opening moment. I guess it's one of those things you play by ear rather than plan.
So that leads us to the last point, which are thank you cards. I've opted for proper notes (ie, written by me). I'm going to write them up tonight and then give LK a marker and a "thank you" stamp tomorrow so I can get them in the mail on Monday. I figure she's old enough to use a little stamp, so she can stamp the word "thank you" and put a sticker and a scribble on the card. Sure, she'll have no idea what she's doing, but that's okay.
Next week is the family party, which is going to be hugely overwhelming for my poor kid. Alas, that one cannot be avoided (not without offending most folks on both sides). Today was just fun.